def on_message(self, raw_message):
msg = JsonMessage(raw_message)
if not msg.is_valid():
self.close()
return
if msg.type == '1': # TestRequest
# send the heart beat back
self.write_message('{"MsgType":"0", "TestReqID":"%s"}' %
msg.get("TestReqID"))
return
elif msg.type == 'V': # Market Data Request
req_id = msg.get('MDReqID')
if int(msg.get('SubscriptionRequestType')) == 0: # Snapshot
pass
elif int(msg.get(
'SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
elif int(msg.get('SubscriptionRequestType')
) == 2: # Disable previous Snapshot + Update Request
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
def on_message(self, raw_message):
msg = JsonMessage(raw_message)
if not msg.is_valid():
self.close()
return
if msg.type == '1': # TestRequest
# send the heart beat back
self.write_message( '{"MsgType":"0", "TestReqID":"%s"}'%msg.get("TestReqID"))
return
elif msg.type == 'V': # Market Data Request
req_id = msg.get('MDReqID')
if int(msg.get('SubscriptionRequestType')) == 0: # Snapshot
pass
elif int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
elif int(msg.get('SubscriptionRequestType')) == 2: # Disable previous Snapshot + Update Request
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
def on_message(self, raw_message):
if not self.application.session.is_active:
# in case of an error on last commit, let's just rollback it.
self.application.session.rollback()
msg = JsonMessage(raw_message)
if not msg.is_valid():
print 'Invalid message', raw_message
self.close()
return
if msg.type == '1': # TestRequest
self.application.replay_log.info('IN,' + raw_message)
# send the heart beat back
self.write_message('{"MsgType":"0", "TestReqID":"%s"}' %
msg.get("TestReqID"))
return
elif msg.type == 'V': # Market Data Request
self.application.replay_log.info('IN,' + raw_message)
req_id = msg.get('MDReqID')
if int(msg.get('SubscriptionRequestType')) == 0: # Snapshot
# Generate a FullRefresh
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
for instrument in instruments:
om = OrderMatcher.get(instrument)
md = generate_md_full_refresh(self.application.session,
instrument, market_depth, om,
entries)
self.write_message(str(json.dumps(md, cls=JsonEncoder)))
elif int(msg.get(
'SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
for instrument in instruments:
om = OrderMatcher.get(instrument)
md = generate_md_full_refresh(self.application.session,
instrument, market_depth, om,
entries)
self.write_message(str(json.dumps(md, cls=JsonEncoder)))
for entry in entries:
self.md_subscriptions[req_id].append(
MdSubscriptionHelper(
req_id, market_depth, entry, instrument,
self.on_send_json_msg_to_user))
elif int(msg.get('SubscriptionRequestType')
) == 2: # Disable previous Snapshot + Update Request
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
if not self.is_logged:
if msg.type == 'U10': # Request password request
self.application.replay_log.info('IN,' + raw_message)
user = User.get_user(self.application.session,
email=msg.get('Email'))
user.request_reset_password(self.application.session)
self.application.session.commit()
return
if msg.type == 'U12': # Password request
self.application.replay_log.info('IN,' + raw_message)
if UserPasswordReset.change_user_password(
self.application.session, msg.get('Token'),
msg.get('NewPassword')):
response = {
'MsgType': 'U13',
'UserStatus': 1,
'UserStatusText': u'Senha alterada com sucesso!'
}
self.write_message(json.dumps(response))
self.application.session.commit()
else:
response = {
'MsgType': 'U13',
'UserStatus': 3,
'UserStatusText': u'Código de segurança inválido!'
}
self.write_message(json.dumps(response))
self.close()
return
elif msg.type == 'U0': # signup
raw_message = raw_message.replace(msg.get('Password'), '*')
self.application.replay_log.info('IN,' + raw_message)
# check if the user is already registered
if User.get_user(self.application.session, msg.get('Username'),
msg.get('Email')):
login_response = {
'MsgType':
'BF',
'Username':
'',
'UserStatus':
3,
'UserStatusText':
u'Nome de usuário ou Email já estão registrados!'
}
self.write_message(json.dumps(login_response))
self.close()
self.application.session.rollback()
return
# signup the user
# create the user on Database
u = User(username=msg.get('Username'),
email=msg.get('Email'),
password=msg.get('Password'),
balance_btc=0,
balance_brl=0)
self.application.session.add(u)
self.application.session.commit()
# The logon message must be the first message
if msg.type != 'BE' and msg.type != 'U0':
self.close()
self.application.session.rollback()
return
raw_message = raw_message.replace(msg.get('Password'), '*')
self.application.replay_log.info('IN,' + raw_message)
# Authenticate the user
need_second_factor = False
self.user = None
try:
self.user = User.authenticate(self.application.session,
msg.get('Username'),
msg.get('Password'),
msg.get('SecondFactor'))
except NeedSecondFactorException:
need_second_factor = True
if not self.user:
login_response = {
'MsgType':
'BF',
'Username':
'',
'UserStatus':
3,
'NeedSecondFactor':
need_second_factor,
'UserStatusText':
u'Nome de usuário ou senha inválidos'
if not need_second_factor else
u'Segundo fator de autenticação inválido'
}
self.write_message(json.dumps(login_response))
self.application.session.rollback()
# TODO: improve security.
# Block the user accounts after 3 attempts
# close the all connections from the blocked user
# Block the ip for 24hs
self.close()
return
self.is_logged = True
# Send the login response
login_response = {
'MsgType': 'BF',
'UserID': self.user.id,
'Username': self.user.username,
'TwoFactorEnabled': self.user.two_factor_enabled,
'BtcAddress': self.user.bitcoin_address,
'UserStatus': 1
}
self.write_message(json.dumps(login_response))
self.application.session.add(self.user)
self.application.session.commit()
# subscribe to all execution reports for this user account.
execution_report_signal.connect(self.on_execution_report,
self.user.id)
# subscribe to balance updates for this user account
balance_signal.connect(self.on_send_json_msg_to_user, self.user.id)
# add the user to the session/
self.application.session.add(self.user)
self.application.session.commit()
self.user.publish_balance_update()
return
# The user is logged
self.application.replay_log.info('IN,' + raw_message)
# handle system messages
if self.user.is_system:
if self._handle_system_messages(msg):
return
# handle staff messages
if self.user.is_staff:
if self._handle_staff_messages(msg):
return
# handle all other messages
if msg.type == 'D': # New Order Single
# process the new order.
order = Order(user_id=self.user.id,
account_id=self.user.account_id,
user=self.user,
username=self.user.username,
client_order_id=msg.get('ClOrdID'),
symbol=msg.get('Symbol'),
side=msg.get('Side'),
type=msg.get('OrdType'),
price=msg.get('Price'),
order_qty=msg.get('OrderQty'))
self.application.session.add(order)
self.application.session.flush(
) # just to assign an ID for the order.
OrderMatcher.get(msg.get('Symbol')).match(self.application.session,
order)
self.application.session.commit()
return
elif msg.type == 'F': # Cancel Order Request
order_list = []
if msg.has('OrigClOrdID'):
order = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id ).\
filter_by( client_order_id = msg.get('OrigClOrdID') ).first()
if order:
order_list.append(order)
elif msg.has('OrderID'):
order = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id ).\
filter_by( id = msg.get('OrderID') ).first()
if order:
order_list.append(order)
else:
orders = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id )
for order in orders:
order_list.append(order)
for order in order_list:
OrderMatcher.get(order.symbol).cancel(self.application.session,
order)
self.application.session.commit()
elif msg.type == 'U2': # Request for Balances
self.user.publish_balance_update(msg.get('BalanceReqID'))
return
elif msg.type == 'U4': # Request for Open Orders
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
status_list = msg.get('StatusList', ['0', '1'])
offset = page * page_size
orders = self.application.session.query(Order).\
filter(Order.status.in_( status_list )).\
filter_by( user_id = self.user.id ).\
order_by(Order.created.desc()).\
limit( page_size ).offset( offset )
order_list = []
columns = [
'ClOrdID', 'OrderID', 'CumQty', 'OrdStatus', 'LeavesQty',
'CxlQty', 'AvgPx', 'Symbol', 'Side', 'OrdType', 'OrderQty',
'Price', 'OrderDate', 'Volume'
]
for order in orders:
order_total_value = order.average_price * order.cum_qty
if order_total_value:
order_total_value /= 1.e8
order_list.append([
order.client_order_id, order.id, order.cum_qty,
order.status, order.leaves_qty, order.cxl_qty,
order.average_price, order.symbol, order.side, order.type,
order.order_qty, order.price, order.created,
order_total_value
])
open_orders_response_msg = {
'MsgType': 'U5',
'OrdersReqID': msg.get('OrdersReqID'),
'Page': page,
'PageSize': page_size,
'Columns': columns,
'OrdListGrp': order_list
}
self.write_message(
str(json.dumps(open_orders_response_msg, cls=JsonEncoder)))
return
elif msg.type == 'U6': # BTC Withdraw Request
self.user.withdraw_btc(session=self.application.session,
amount=msg.get('Amount'),
wallet=msg.get('Wallet'))
self.application.session.commit()
return
elif msg.type == 'U8': # BRL Withdraw Request
self.user.withdraw_brl(session=self.application.session,
amount=msg.get('Amount'),
bank_number=msg.get('BankNumber'),
bank_name=msg.get('BankName'),
account_name=msg.get('AccountName'),
account_number=msg.get('AccountNumber'),
account_branch=msg.get('AccountBranch'),
cpf_cnpj=msg.get('CPFCNPJ'))
self.application.session.commit()
return
elif msg.type == 'U9': # gets or create an bitcoin address for UserID
user = self.application.session.query(User).filter_by(
id=msg.get('UserID')).first()
if user:
if user.bitcoin_address is None:
pass
#btc_address = self.application.bitcoin.getnewaddress()
#user.new_address(btc_address)
#self.application.session.add(user)
#self.application.session.commit()
self.on_send_json_msg_to_user(sender=None,
json_msg={
'MsgType':
'U14',
'NewBTCReqID':
msg.get('NewBTCReqID'),
'Address':
user.bitcoin_address
})
return
elif msg.type == 'U16': #Enable Disable Two Factor Authentication
enable = msg.get('Enable')
secret = msg.get('Secret')
code = msg.get('Code')
two_factor_secret = self.user.enable_two_factor(
enable, secret, code)
self.on_send_json_msg_to_user(sender=None,
json_msg={
'MsgType': 'U17',
'TwoFactorEnabled':
self.user.two_factor_enabled,
'TwoFactorSecret':
two_factor_secret
})
self.application.session.add(self.user)
self.application.session.commit()
elif msg.type == 'U18': #Generate Boleto
boleto_option_id = msg.get('BoletoId')
value = msg.get('Value')
boleto_option = self.application.session.query(
BoletoOptions).filter_by(id=boleto_option_id).first()
if not boleto_option:
print 'boleto_option not found'
return
boleto = boleto_option.generate_boleto(self.application.session,
self.user, value)
self.application.session.commit()
print boleto.id
self.on_send_json_msg_to_user(sender=None,
json_msg={
'MsgType': 'U19',
'BoletoId': boleto.id
})
else:
print 'Invalid Message', msg
# invalid message - Close the connection ....
self.close()
def on_message(self, raw_message):
if not self.application.session.is_active:
# in case of an error on last commit, let's just rollback it.
self.application.session.rollback()
msg = JsonMessage(raw_message)
if not msg.is_valid():
print 'Invalid message', raw_message
self.close()
return
if msg.type == '1': # TestRequest
self.application.replay_log.info('IN,' + raw_message)
# send the heart beat back
self.write_message( '{"MsgType":"0", "TestReqID":"%s"}'%msg.get("TestReqID"))
return
elif msg.type == 'V': # Market Data Request
self.application.replay_log.info('IN,' + raw_message)
req_id = msg.get('MDReqID')
if int(msg.get('SubscriptionRequestType')) == 0: # Snapshot
# Generate a FullRefresh
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
for instrument in instruments:
om = OrderMatcher.get(instrument)
md = generate_md_full_refresh( self.application.session, instrument, market_depth, om, entries )
self.write_message( str(json.dumps(md, cls=JsonEncoder )) )
elif int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
for instrument in instruments:
om = OrderMatcher.get(instrument)
md = generate_md_full_refresh(self.application.session, instrument, market_depth, om, entries )
self.write_message( str(json.dumps(md, cls=JsonEncoder )) )
for entry in entries:
self.md_subscriptions[req_id].append( MdSubscriptionHelper(req_id,
market_depth,
entry,
instrument,
self.on_send_json_msg_to_user ) )
elif int(msg.get('SubscriptionRequestType')) == 2: # Disable previous Snapshot + Update Request
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
if not self.is_logged:
if msg.type == 'U10': # Request password request
self.application.replay_log.info('IN,' + raw_message )
user = User.get_user( self.application.session, email = msg.get('Email') )
user.request_reset_password( self.application.session )
self.application.session.commit()
return
if msg.type == 'U12': # Password request
self.application.replay_log.info('IN,' + raw_message )
if UserPasswordReset.change_user_password( self.application.session, msg.get('Token'), msg.get('NewPassword') ):
response = {
'MsgType': 'U13',
'UserStatus': 1,
'UserStatusText': u'Senha alterada com sucesso!'
}
self.write_message( json.dumps(response) )
self.application.session.commit()
else:
response = {
'MsgType': 'U13',
'UserStatus': 3,
'UserStatusText': u'Código de segurança inválido!'
}
self.write_message( json.dumps(response) )
self.close()
return
elif msg.type == 'U0': # signup
raw_message = raw_message.replace(msg.get('Password'), '*')
self.application.replay_log.info('IN,' + raw_message )
# check if the user is already registered
if User.get_user( self.application.session, msg.get('Username'), msg.get('Email') ):
login_response = {
'MsgType': 'BF',
'Username': '',
'UserStatus': 3,
'UserStatusText': u'Nome de usuário ou Email já estão registrados!'
}
self.write_message( json.dumps(login_response) )
self.close()
self.application.session.rollback()
return
# signup the user
# create the user on Database
u = User( username = msg.get('Username'),
email = msg.get('Email'),
password = msg.get('Password'),
balance_btc = 0,
balance_brl = 0)
self.application.session.add(u)
self.application.session.commit()
# The logon message must be the first message
if msg.type != 'BE' and msg.type != 'U0':
self.close()
self.application.session.rollback()
return
raw_message = raw_message.replace(msg.get('Password'), '*')
self.application.replay_log.info('IN,' + raw_message )
# Authenticate the user
need_second_factor = False
self.user = None
try:
self.user = User.authenticate(self.application.session, msg.get('Username'),msg.get('Password'), msg.get('SecondFactor') )
except NeedSecondFactorException:
need_second_factor = True
if not self.user:
login_response = {
'MsgType': 'BF',
'Username': '',
'UserStatus': 3,
'NeedSecondFactor': need_second_factor,
'UserStatusText': u'Nome de usuário ou senha inválidos' if not need_second_factor else u'Segundo fator de autenticação inválido'
}
self.write_message( json.dumps(login_response) )
self.application.session.rollback()
# TODO: improve security.
# Block the user accounts after 3 attempts
# close the all connections from the blocked user
# Block the ip for 24hs
self.close()
return
self.is_logged = True
# Send the login response
login_response = {
'MsgType': 'BF',
'UserID': self.user.id,
'Username': self.user.username,
'TwoFactorEnabled': self.user.two_factor_enabled,
'BtcAddress': self.user.bitcoin_address,
'UserStatus': 1
}
self.write_message( json.dumps(login_response) )
self.application.session.add(self.user)
self.application.session.commit()
# subscribe to all execution reports for this user account.
execution_report_signal.connect( self.on_execution_report, self.user.id )
# subscribe to balance updates for this user account
balance_signal.connect( self.on_send_json_msg_to_user, self.user.id )
# add the user to the session/
self.application.session.add(self.user)
self.application.session.commit()
self.user.publish_balance_update()
return
# The user is logged
self.application.replay_log.info('IN,' + raw_message )
# handle system messages
if self.user.is_system:
if self._handle_system_messages(msg):
return
# handle staff messages
if self.user.is_staff:
if self._handle_staff_messages(msg):
return
# handle all other messages
if msg.type == 'D': # New Order Single
# process the new order.
order = Order( user_id = self.user.id,
account_id = self.user.account_id,
user = self.user,
username = self.user.username,
client_order_id = msg.get('ClOrdID'),
symbol = msg.get('Symbol'),
side = msg.get('Side'),
type = msg.get('OrdType'),
price = msg.get('Price'),
order_qty = msg.get('OrderQty'))
self.application.session.add( order)
self.application.session.flush() # just to assign an ID for the order.
OrderMatcher.get(msg.get('Symbol')).match(self.application.session, order)
self.application.session.commit()
return
elif msg.type == 'F' : # Cancel Order Request
order_list = []
if msg.has('OrigClOrdID'):
order = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id ).\
filter_by( client_order_id = msg.get('OrigClOrdID') ).first()
if order:
order_list.append(order)
elif msg.has('OrderID'):
order = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id ).\
filter_by( id = msg.get('OrderID') ).first()
if order:
order_list.append(order)
else:
orders = self.application.session.query(Order).\
filter(Order.status.in_(("0", "1"))).\
filter_by( user_id = self.user.id )
for order in orders:
order_list.append(order)
for order in order_list:
OrderMatcher.get( order.symbol ).cancel(self.application.session, order)
self.application.session.commit()
elif msg.type == 'U2': # Request for Balances
self.user.publish_balance_update(msg.get('BalanceReqID'))
return
elif msg.type == 'U4': # Request for Open Orders
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
status_list = msg.get('StatusList', ['0', '1'] )
offset = page * page_size
orders = self.application.session.query(Order).\
filter(Order.status.in_( status_list )).\
filter_by( user_id = self.user.id ).\
order_by(Order.created.desc()).\
limit( page_size ).offset( offset )
order_list = []
columns = [ 'ClOrdID','OrderID','CumQty','OrdStatus','LeavesQty','CxlQty','AvgPx',
'Symbol', 'Side', 'OrdType', 'OrderQty', 'Price', 'OrderDate', 'Volume' ]
for order in orders:
order_total_value = order.average_price * order.cum_qty
if order_total_value:
order_total_value /= 1.e8
order_list.append( [
order.client_order_id,
order.id,
order.cum_qty,
order.status,
order.leaves_qty,
order.cxl_qty,
order.average_price,
order.symbol,
order.side,
order.type,
order.order_qty,
order.price,
order.created,
order_total_value
])
open_orders_response_msg = {
'MsgType': 'U5',
'OrdersReqID': msg.get('OrdersReqID'),
'Page': page,
'PageSize': page_size,
'Columns': columns,
'OrdListGrp' : order_list
}
self.write_message( str(json.dumps(open_orders_response_msg, cls=JsonEncoder )) )
return
elif msg.type == 'U6': # BTC Withdraw Request
self.user.withdraw_btc( session = self.application.session,
amount = msg.get('Amount'),
wallet = msg.get('Wallet') )
self.application.session.commit()
return
elif msg.type == 'U8': # BRL Withdraw Request
self.user.withdraw_brl( session = self.application.session,
amount = msg.get('Amount'),
bank_number = msg.get('BankNumber'),
bank_name = msg.get('BankName'),
account_name = msg.get('AccountName'),
account_number= msg.get('AccountNumber'),
account_branch= msg.get('AccountBranch'),
cpf_cnpj = msg.get('CPFCNPJ'))
self.application.session.commit()
return
elif msg.type == 'U9': # gets or create an bitcoin address for UserID
user = self.application.session.query(User).filter_by(id= msg.get('UserID') ).first()
if user:
if user.bitcoin_address is None:
pass
#btc_address = self.application.bitcoin.getnewaddress()
#user.new_address(btc_address)
#self.application.session.add(user)
#self.application.session.commit()
self.on_send_json_msg_to_user( sender=None, json_msg= {'MsgType':'U14', 'NewBTCReqID':msg.get('NewBTCReqID'), 'Address':user.bitcoin_address } )
return
elif msg.type == 'U16': #Enable Disable Two Factor Authentication
enable = msg.get('Enable')
secret = msg.get('Secret')
code = msg.get('Code')
two_factor_secret = self.user.enable_two_factor(enable, secret, code)
self.on_send_json_msg_to_user( sender=None, json_msg= {'MsgType':'U17',
'TwoFactorEnabled': self.user.two_factor_enabled,
'TwoFactorSecret': two_factor_secret } )
self.application.session.add(self.user)
self.application.session.commit()
elif msg.type == 'U18': #Generate Boleto
boleto_option_id = msg.get('BoletoId')
value = msg.get('Value')
boleto_option = self.application.session.query(BoletoOptions).filter_by(id=boleto_option_id).first()
if not boleto_option:
print 'boleto_option not found'
return
boleto = boleto_option.generate_boleto( self.application.session, self.user, value )
self.application.session.commit()
print boleto.id
self.on_send_json_msg_to_user( sender=None, json_msg= {'MsgType':'U19', 'BoletoId': boleto.id } )
else:
print 'Invalid Message' , msg
# invalid message - Close the connection ....
self.close()